Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47788.18 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46393.29 Kr¶

PnL: ---------------------------------------> -495.28 Kr¶

DD now: ---------------------------------> -1.731 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:01:50.237971'

Anic Portfolio¶

Today¶

Return: -0.512 %¶

This Week¶

Return: 0.536 %¶

Total¶

Return: 56.446 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.870000 660.210000 83.210000 14.420000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.270000 434.600000 79.600000 22.420000 355.000000
Boozt 12 1.420000 1718.400000 64.400000 3.890000 1653.999996
HMS Networks 2 0.170000 718.400000 45.400000 6.750000 673.000000
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
SAAB B 8 2.020000 3398.400000 21.400000 0.630000 3377.000000
Intrum 4 0.370000 547.800000 20.800000 3.950000 527.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Essity A 4 0.170000 1166.000000 17.000000 1.480000 1149.000000
Coor Service Management Hold. 8 -0.580000 546.400000 14.400000 2.710000 532.000000
Karnov Group 9 -0.330000 549.900000 13.900000 2.590000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -4.180000 258.720000 12.720000 5.170000 246.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Essity B 2 0.140000 583.600000 9.600000 1.670000 574.000000
Midsona B 63 -3.520000 587.790000 4.790000 0.820000 582.999984
AcadeMedia 12 -0.510000 561.120000 4.120000 0.740000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.690000 575.960000 1.960000 0.340000 573.999998
Nordea Bank Abp 29 -0.370000 3455.640000 1.640000 0.050000 3453.999992
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Securitas B 6 -0.390000 567.900000 -2.100000 -0.370000 570.000000
Handelsbanken A 5 -1.270000 542.500000 -3.500000 -0.640000 546.000000
Swedbank A 3 -0.740000 559.650000 -4.350000 -0.770000 564.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -2.570000 527.670000 -6.330000 -1.190000 533.999999
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
Vivesto 1368 0.500000 552.670000 -60.330000 -9.840000 612.999432
OX2 18 0.480000 1510.200000 -153.800000 -9.240000 1663.999992
Axfood 13 0.250000 3589.300000 -166.700000 -4.440000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.660000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 46393.290000 -495.280000 -1.73085% 46888.564618

Updated:¶

'2023-01-17 16:02:02.772209'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶